A new limit result in change point analysis

DOI10.1080/03610926.2021.1910843OpenAlexW3163268956MaRDI QIDQ5875212

Rasha Ebaid, Abdalla Abdelghaly, Shrief Prince Atya

Publication date: 3 February 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1910843

zbMATH Keywords

functional central limit theorem\(\alpha\)-mixingtriangular array

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Testing for unit roots in time series models with non-stationary volatility
• Mixing: Properties and examples
• Nuisance-parameter-free changepoint detection in non-stationary series
• Unit Root Tests under Time-Varying Variances
• BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
• Moment inequalities and the strong laws of large numbers
• Moment bounds for non-stationary dependent sequences
• Detecting and Dating Structural Breaks in Functional Data Without Dimension Reduction
• Testing for structural change under non‐stationary variances

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